Perhaps I have not suffered much since the apps I'm talking about are not that large and the systems running them are powerful enough. I'll keep an eye opened.

Run a search on feedback. There's a nice piece of software called visual leak detector that can locate the issue as well. What is the processor % and ram size reaching for the app? Are you using active threads? Many issues can arise. What system are you using? Windows? Mac? Linux? There are a number of quick easy work arounds to employ to prevent the leaks (well, make them not appear as leaks...)